causality in dynamic panel data models incorporating unobserved heterogeneity. While Adams et al. tests reject the hypothesis of … no causality from wealth to husband's or wife's health, the tests in the dynamic panel data model do not provide evidence …

differences. Arguably, this shortcoming is rooted in the lack of an appropriate MIMIC model which considers cointegration among … variables. This paper develops a MIMIC model which estimates the cointegration equilibrium relationship and the error correction …

variable (IV) estimation. We show that tests for treatment effects, selection bias, and treatment effect heterogeneity are …

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

estimation efficiency while properly tackling the potential bias due to unobserved individual characteristics. We propose an … clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data …. This reduces the standard errors of the estimation coefficients and might increase their significance as well, otherwise …

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …

applying panel data, a new and more accurate fatality risk measure, and systematic selection of panel estimator in our research …

This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …